Trading Metrics calculated at close of trading on 24-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2006 |
24-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,418.5 |
1,418.5 |
0.0 |
0.0% |
1,415.0 |
High |
1,423.0 |
1,419.5 |
-3.5 |
-0.2% |
1,423.0 |
Low |
1,417.0 |
1,414.0 |
-3.0 |
-0.2% |
1,413.8 |
Close |
1,420.5 |
1,414.9 |
-5.6 |
-0.4% |
1,414.9 |
Range |
6.0 |
5.5 |
-0.5 |
-8.3% |
9.2 |
ATR |
8.1 |
8.0 |
-0.1 |
-1.4% |
0.0 |
Volume |
11,620 |
3,988 |
-7,632 |
-65.7% |
22,666 |
|
Daily Pivots for day following 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,432.6 |
1,429.3 |
1,417.9 |
|
R3 |
1,427.1 |
1,423.8 |
1,416.4 |
|
R2 |
1,421.6 |
1,421.6 |
1,415.9 |
|
R1 |
1,418.3 |
1,418.3 |
1,415.4 |
1,417.2 |
PP |
1,416.1 |
1,416.1 |
1,416.1 |
1,415.6 |
S1 |
1,412.8 |
1,412.8 |
1,414.4 |
1,411.7 |
S2 |
1,410.6 |
1,410.6 |
1,413.9 |
|
S3 |
1,405.1 |
1,407.3 |
1,413.4 |
|
S4 |
1,399.6 |
1,401.8 |
1,411.9 |
|
|
Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,444.8 |
1,439.1 |
1,420.0 |
|
R3 |
1,435.6 |
1,429.9 |
1,417.4 |
|
R2 |
1,426.4 |
1,426.4 |
1,416.6 |
|
R1 |
1,420.7 |
1,420.7 |
1,415.7 |
1,419.0 |
PP |
1,417.2 |
1,417.2 |
1,417.2 |
1,416.4 |
S1 |
1,411.5 |
1,411.5 |
1,414.1 |
1,409.8 |
S2 |
1,408.0 |
1,408.0 |
1,413.2 |
|
S3 |
1,398.8 |
1,402.3 |
1,412.4 |
|
S4 |
1,389.6 |
1,393.1 |
1,409.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,423.0 |
1,410.6 |
12.4 |
0.9% |
5.3 |
0.4% |
35% |
False |
False |
4,884 |
10 |
1,423.0 |
1,392.3 |
30.7 |
2.2% |
6.8 |
0.5% |
74% |
False |
False |
3,939 |
20 |
1,423.0 |
1,377.5 |
45.5 |
3.2% |
7.7 |
0.5% |
82% |
False |
False |
2,869 |
40 |
1,423.0 |
1,348.0 |
75.0 |
5.3% |
7.5 |
0.5% |
89% |
False |
False |
1,712 |
60 |
1,423.0 |
1,316.9 |
106.1 |
7.5% |
6.3 |
0.4% |
92% |
False |
False |
1,164 |
80 |
1,423.0 |
1,287.7 |
135.3 |
9.6% |
4.8 |
0.3% |
94% |
False |
False |
886 |
100 |
1,423.0 |
1,262.2 |
160.8 |
11.4% |
4.1 |
0.3% |
95% |
False |
False |
721 |
120 |
1,423.0 |
1,253.3 |
169.7 |
12.0% |
3.6 |
0.3% |
95% |
False |
False |
603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,442.9 |
2.618 |
1,433.9 |
1.618 |
1,428.4 |
1.000 |
1,425.0 |
0.618 |
1,422.9 |
HIGH |
1,419.5 |
0.618 |
1,417.4 |
0.500 |
1,416.8 |
0.382 |
1,416.1 |
LOW |
1,414.0 |
0.618 |
1,410.6 |
1.000 |
1,408.5 |
1.618 |
1,405.1 |
2.618 |
1,399.6 |
4.250 |
1,390.6 |
|
|
Fisher Pivots for day following 24-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
1,416.8 |
1,418.5 |
PP |
1,416.1 |
1,417.3 |
S1 |
1,415.5 |
1,416.1 |
|